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    Why is a Greek default a big deal?

    Yeah I agree, the euro and $ are friends, they're most likely going to meet half way like real friends do! It's just asset protection i'm thinking, not my active trading account. What you say makes sense. I'll probably diversify the shit out of it with a slight skew against inflation and just...
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    Why is a Greek default a big deal?

    achilles might have a point there. Having read all of the articles saying "Greece won't be contagious" i'm still unsure what to expect. You guys think the EUR.USD is going to keep sliding down? I don't ever ask for "opinions" on ET of all places, but there's so many contradictory strong...
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    High-Speed Trading: Profit—and Danger—in Milliseconds

    What he is trying to say is that if you buy 1300 ES contracts, it takes 11 milliseconds for that information to reach New York, which is ample time for you to prepare for the jump in prices that the SPY is about to experience due to other HFT arb-algos thinking that's what they need to do. The...
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    Algorithmic Trading a large folio with small orders

    Real-time measurement of volatility and using the "volatility factor" sounds like a practical and good idea. The only thing would be how you measure volatility? Maybe you could measure volatility with the "speed" you talked about before, ie, how frequently the instrument hits the different...
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    Algorithmic Trading a large folio with small orders

    It is, when using limit orders. Use your paper trading account because it will also now be using cost-plus. You should be able to see the commissions there. I'm glad I could help, maybe next month you can shave off $300 in comms. ;) Having a constant % of capital for each instrument is...
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    How to hedge Natural Gas and Crude?

    I don't see what's wrong with hedging with options or ETFs. Just measure how much you want to hedge and figure out how many contracts you need. Not sure about the time-frame but if it's at least a few hours, it should work kind of ok. You'll still pay the full price though.
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    Algorithmic Trading a large folio with small orders

    See, this is where a very important feature would also be needed. When you load a new instrument, it has to wait and do nothing until the CT range is established. There is no way to specify how long it waits to "detect" a range. Anyway, the more important thing would be, it would be great if we...
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    IBKR is on the move today and guess what? It aint up

    I'm a fan of IB too but that's just rubbish. Their charting is the worst, but that's ok since all their other services are great, and there are a lot of better charting apps out there. I use their API anyway for automated trading so i dont see them much, but when I do use charts, I appreciate...
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    IBKR is on the move today and guess what? It aint up

    Part IV, number 3 is ticked "Yes". That's basically IB saying: yes we're late because the results are going to be very different, and have a look at the April filing to figure out why. Should we IB clients be worried? hehe.. :/
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    Goldman Sachs Traders Are The Best !!

    key words from the article: "according to the filing". Do you have any idea the voodoo their accountants are capable of? As long as the end-quarter lines up, they are fine, but in the mean time they could have reported 0 negative days if they really wanted to push it. And it's not even...
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    so is the general consensus

    Yes but the "lots" are bigger so you can't trade a $500 account and the leverage is smaller with most brokers.
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    Algorithmic Trading a large folio with small orders

    They're just telling you your shares will be un-split 4 to 1 if you keep holding them. You'll just have 1/4 of the shares and their price will be 4 times greater. It shouldn't affect your account if you do nothing. It will probably affect G-Bot though if the price is suddenly 400% of what it was...
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    Algorithmic Trading a large folio with small orders

    Try to show the language bar and select "EN" to be able to use the ita keyboard as an english keyboard. Either way, it should work if you find what key types "=", then use that key. Also, regarding symbol limits, now you see why using IB only as the feed is not so good. You might need support...
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    Algorithmic Trading a large folio with small orders

    Did you try the cost-plus plan? The minimum is 0.7 per trade, and if using only limit orders you get a lot more rebates. You can switch it in Account Management, it might save you some $$$ in commissions. Are you sure? In TWS i can get a lot more quotes. If it's an API limit, then maybe you...
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    When a system spectacularly fails

    I see. Ok in that case: what came first - the chicken or the egg? ; )
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    When a system spectacularly fails

    The signal is the market logic or market "truths" that have some underlying or fundamental regularities to them. How can anything be a function of an attempt to describe that (with parameters) signal? You're completely getting something in reverse, or are confused, and I'm not even sure what...
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    When a system spectacularly fails

    Yep, that's right. What else can anyone say. I always recommend running multiple strategies at once, perhaps a slightly lower chance they all fail at once.
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    Special Situation Quant Trading

    Isn't that a legal question? It would make sense they either didn't vote or waited for completion.
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    Need advice

    I went through a similar sequence, with a similar mindset. I recommend you study the markets for a very long time before putting in real money. The question is - can you afford your bills while you learn? It could take several years. For me it was much easier being a programmer. I also thought...
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